+34.1%
FITB vs BTDR
-69.9%
+104.0%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.6% | +7.1% | +1.6% |
| 7D | +2.3% | -17.6% | +19.9% | +2.9% |
| 30D | +7.7% | -40.3% | +48.0% | +9.3% |
| 3M | -4.5% | -42.6% | +38.1% | -3.1% |
| 6M | +12.5% | -46.3% | +58.8% | +12.9% |
| YTD | +19.8% | -41.7% | +61.5% | +18.3% |
| 1Y | +34.1% | -69.4% | +103.5% | +35.3% |
| All | +34.1% | -69.9% | +104.0% | +35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded BTDR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling